Fastest Coupling of Random Walks

DOI10.1112/S0024610799008017MaRDI QIDQ4487487zbMATH OpenFDO

Authors L. C. G. Rogers

Publication date 22 June 2000

Published in Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/S0024610799008017

zbMATH Keywords

maximal coupling

Mathematics Subject Classification ID

Stochastic processes (60G99)

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(9)

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• Bivariate distributions with ordered marginals
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• Rigidity for Markovian maximal couplings of elliptic diffusions
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